The 29-year-old is refusing to play for the Hammers as he looks for a move away this month, less than a year after signing a new five-year contract in East London.
Fresh reports have emerged suggesting that Payet even intended to fake an injury, while also claiming a £1m loyalty bonus earlier this season, which has left Gold with little choice but to speak out on the situation - one that boss Slaven Bilic claims has been brewing for a while.
"I am saddened by the recent revelations that Dimitri Payet wants to leave West Ham United," he told the club's official website. "We have met all of his requirements since he joined and we committed long-term to him when we gave him a new five-year contract back in February 2016, so this is hugely disappointing.
"We have made it clear that he is not for sale and we want to see some loyalty from him, after Slaven, the players and all the fans have given him so much support. We gave Dimitri the opportunity to play in the best league in the world when he wasn't in the France team and a platform that has helped him become one of the best players in Europe.
"Slaven gave him the confidence to excel in the Premier League and he got back into the France team due to his impressive form at West Ham United. He signed a long-term contract last year and we want him to honour that."
Payet, a target for former club Marseille in the January window, has two goals and six assists in the Premier League so far this campaign.